Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527313.2303 | 442250.3228 | 85062.9074 | 340318.1298 | 177835.205 | 162482.9248 |
Total P&L (%) | 527.3132 | 442.2503 | 85.0629 | 340.3181 | 177.8352 | 162.4829 |
Avg Daily Profit (%) | 0.3259 | 0.2733 | 0.0526 | 0.0917 | 0.0632 | 0.0597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167770 | -158796 | -192022 | -398364 | -395910 | -281427 |
Profit Factor | 1.6365 | 2.088 | 1.2016 | 1.158 | 1.1444 | 1.1763 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 84 | 49 | 35 | 84 | 49 | 35 |
Profitability (%) | 39.5683 | 30 | 49.2754 | 39.5683 | 30 | 49.2754 |
Ratio Avg Win / Avg Loss | 2.4993 | 4.8719 | 1.2369 | 1.7686 | 2.6703 | 1.2109 |
Largest Winning Trade | 224963 | 224963 | 58912 | 264122 | 264122 | 189006 |
Largest Losing Trade | -42521 | -24370 | -42521 | -141883 | -141883 | -97470 |
Avg Bars in Trades | 136 | 118 | 155 | 136 | 118 | 155 |
Avg Bars in Winners | 225 | 216 | 231 | 225 | 216 | 231 |
Avg Bars in Losers | 78 | 76 | 82 | 78 | 76 | 82 |
Bars Traded | 19025 | 8271 | 10754 | 19025 | 8271 | 10754 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306857 | -90018 | -225466 | -119856 | -271390 | -242125 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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